Anic Equity¶

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Total return since start: 0.621 %¶

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Equity now: -----------------------------> 49502.9 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43491.93 Kr¶

PnL: ---------------------------------------> -1383.65 Kr¶

DD now: ---------------------------------> -6.81 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 15:54:38.472753'

Anic Portfolio¶

Today¶

Return: -0.15 %¶

This Week¶

Return: -2.46 %¶

Total portfolio value¶

Return including deposits: 62.06 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.860000 1527.090000 104.090000 7.310000 1423.000014
Nederman Holding 1 -1.900000 207.000000 8.000000 4.020000 199.000000
Hennes & Mauritz B 6 -0.790000 917.760000 5.760000 0.630000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
BioGaia B 8 2.450000 901.600000 -2.400000 -0.270000 904.000000
Atrium Ljungberg B 5 0.560000 899.000000 -5.000000 -0.550000 904.000000
ASSA ABLOY B 4 -0.490000 984.000000 -9.000000 -0.910000 993.000000
Profoto Holding 7 -2.150000 572.600000 -9.400000 -1.620000 581.999999
JM 7 -0.370000 936.600000 -13.400000 -1.410000 950.000002
AcadeMedia 20 -0.620000 964.000000 -14.000000 -1.430000 978.000000
Biotage 1 -5.350000 134.400000 -14.600000 -9.800000 149.000000
Vitec Software Group B 2 -1.810000 1085.000000 -19.000000 -1.720000 1104.000000
OX2 12 -1.920000 889.200000 -19.800000 -2.180000 909.000000
Gränges 10 0.100000 1019.000000 -20.000000 -1.920000 1039.000000
Vitrolife 3 0.000000 657.000000 -20.000000 -2.950000 677.000001
Bufab 3 -0.510000 1054.200000 -21.800000 -2.030000 1076.000001
Creaspac SPAC 40 -0.100000 3808.000000 -26.000000 -0.680000 3834.000000
Latour B 4 -2.170000 829.600000 -26.400000 -3.080000 856.000000
Investor B 3 -1.040000 631.050000 -26.950000 -4.100000 657.999999
Addnode Group B 7 -1.100000 877.800000 -27.200000 -3.010000 904.999998
Sandvik 4 0.200000 820.000000 -28.000000 -3.300000 848.000000
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
Hexatronic Group 15 -0.800000 1036.200000 -34.800000 -3.250000 1071.000000
Sagax B 4 -2.300000 848.000000 -37.000000 -4.180000 885.000000
INVISIO 15 -0.630000 3532.500000 -39.500000 -1.110000 3571.999995
SKF B 5 -0.980000 939.250000 -40.750000 -4.160000 980.000000
Byggmax Group 33 -1.060000 925.980000 -41.020000 -4.240000 966.999990
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
EQT 4 -2.450000 828.400000 -44.600000 -5.110000 873.000000
Catena 2 -0.420000 753.200000 -52.800000 -6.550000 806.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Orrön Energy 170 -3.350000 1985.600000 -60.400000 -2.950000 2045.999980
HEXPOL B 8 -5.950000 885.600000 -71.400000 -7.460000 957.000000
Hexagon B 26 -1.500000 3333.200000 -86.800000 -2.540000 3420.000012
VEF 788 -1.220000 1790.340000 -112.660000 -5.920000 1903.000300
Sedana Medical 93 0.510000 2577.960000 -405.620000 -13.600000 2983.577733
TOTAL 43491.930000 -1383.650000 -6.80991% 44875.578016

Updated:¶

'2023-06-21 15:54:55.881785'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶